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API Exchange code for VIX futures
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API Exchange code for VIX futures

  #1 (permalink)
Trading Apprentice
Nashville, TN
 
Futures Experience: Beginner
Platform: OptionsXpress
Favorite Futures: ES
 
Posts: 10 since Feb 2015
Thanks: 5 given, 0 received

API Exchange code for VIX futures

Hello Everyone,

I am trying to retrieve contract details for VIX futures. The following code:

 
Code
Samples.EWrapperImpl ibClient = new Samples.EWrapperImpl();
ibClient.ClientSocket.eConnect("", 7496, 0); 
Contract contract = new Contract();
contract.Symbol = "VX";
contract.SecType = "FUT";
contract.Exchange = "CFE";
contract.Currency = "USD";
ibClient.ClientSocket.reqContractDetails(1, contract);
Thread.Sleep(20000);
ibClient.ClientSocket.eDisconnect();
return error: "No security definition has been found for the request"

So I am guessing that I am not specifying Exchange correctly, since the above code works perfectly for
contract.Symbol = "ES" and contract.Exchange = "GLOBEX".

I also tried contract.Exchange = "SMART"

Regards,
BrazilForever

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  #2 (permalink)
Elite Member
Orlando, FL
 
Futures Experience: Advanced
Platform: NinjaTrader, ToS, Sierra Chart, MCDT
Broker/Data: Interactive Brokers
Favorite Futures: ES, NQ, 6E, 6A, TF, CL
 
kojava's Avatar
 
Posts: 43 since Jan 2011
Thanks: 53 given, 28 received

Have you tried this? with Symbol = "VIX"

 
Code
contract.Symbol         = "VIX";
contract.SecType       = "FUT";
contract.Currency      = "USD";
contract.Exchange     = "CFE";
contract.LocalSymbol = "VXH5";

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The following user says Thank You to kojava for this post:
 
  #3 (permalink)
Trading Apprentice
Nashville, TN
 
Futures Experience: Beginner
Platform: OptionsXpress
Favorite Futures: ES
 
Posts: 10 since Feb 2015
Thanks: 5 given, 0 received


Thank you, kojava!

It worked!

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